-3.8%
LVS vs IONS
+92.6%
-96.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -4.3% | -4.3% | 0.0% | -3.6% |
| 30D | -6.8% | +0.4% | -7.2% | -6.9% |
| 3M | -15.6% | -24.1% | +8.5% | -12.4% |
| 6M | -20.6% | -26.4% | +5.8% | -17.2% |
| YTD | -33.4% | -29.7% | -3.8% | -30.2% |
| 1Y | -20.1% | -13.0% | -7.1% | -19.7% |
| 3Y | -7.4% | +35.0% | -42.5% | -18.1% |
| 5Y | +8.5% | +54.2% | -45.7% | -9.7% |
| All | -3.8% | +92.6% | -96.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling